-22.7%
PCOR vs WTW
-4.1%
-18.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.6% | -0.1% | -1.7% |
| 7D | -9.0% | -7.1% | -1.9% | -5.3% |
| 30D | -7.0% | -8.5% | +1.6% | -2.5% |
| 3M | +18.3% | +20.6% | -2.2% | +9.2% |
| 6M | -7.8% | +7.2% | -15.0% | -12.8% |
| YTD | -25.6% | -3.9% | -21.7% | -28.1% |
| 1Y | -22.7% | -3.6% | -19.1% | -26.0% |
| All | -22.7% | -4.1% | -18.6% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WTW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling